Well, that didn’t work.
A: Because grub2-mkconfig output was not redirected to /boot/grub2/grub.cfg of USB thumb drive.
So either manually edit /boot/grub2/grub.cfg of USB thumb drive, or reinvoke grub2-mkconfig using -o option to direct output.
I chose the latter.
I had used the procedure successfully, but the menu worked only by accident. I assumed that grub2-mkconfig would write to /boot/grub2/grub.cfg but only YAST2-Bootloader does.
You are welcome.